Kalman filter - time varying coefficient

[p.stick]

Hi,

I'm new to Eviews. I am trying to use Kalman filter to estimate time varying coefficient alpha and beta for CAPM.

My model is as follows

@signal Ri = sv1 + sv2*Rm + [var = exp(c(1))]

@state sv1 = sv1(-1) + [var = exp(c(2))]
@state sv2 = sv2(-1) + [var = exp(c(3))]

I want to view the whole list of estimated sv1 and sv2 against time. So far, I have only found a graphic representation of these under View->State views->Graph state series... Can anyone tell me where I could find all the values are used to plot these graphs?

Many thanks!

[EViews Glenn]

Proc/Make State Series...

EViews 7 User's Guide II, p. 508

[p.stick]

Thanks Glenn!

Proc/Make State Series...

EViews 7 User's Guide II, p. 508